Optimizer Performance
Author: Dieter Weiss
Creation Date: 2/23/2015 6:19 AM
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Dieter Weiss

#1
Hi,
I used the optimizer and WFO in an intensive way and tried to find out how a better performance could be achieved. Doing this I made some strange observations:

- we tested the same data and script on two similar laptops. One laptop was up to 100 % faster than the other

- we tested the same data and script with the 32-Bit vs the 64-Bit-System on the same computer (8 GB RAM). The 32-Bit-System had a 20 % better performance.

Maybe someone can explain this.

Further we are interested in following:

- How is the Yahoo Data organized (I assumme xml) and can we locate it where we like. In that case we can use faster disks and separate the data from programs

- Is it possible to query the stored optimzed parameters. We want to see the different ranges of parameters. In that case we can narrow the parameter sets and speed up optimization.

Thank you for hints.

Regards
Dieter
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Eugene

#2
Hi Dieter,

Re: "strange" observations.

These observations are entertaining but are absolutely not representative.

1. In the first place, we'd have to make sure you've disabled on demand data updates on both your laptops.
2. Next, how "similar" are they in fact? By display size or CPU brand?
3. Maybe the slow one is misconfigured (heavy load produced by background tasks, antivirus, etc.)
4. To explain something, we would need to at least review the code, optimizer settings, installed extensions if utilized in the code (32-bit and 64-bit installations each have their different set of extensions), compare extension versions (if applies), the data provider etc.

You see that it makes little sense to generalize it like that.

Re: Yahoo data.

Like the majority of data providers, Yahoo data is stored in a proprietary binary format (*.WL). On "where", see the User Guide > Data > Where the data are stored? If your primary disk is slow (HDD), then of course you can separate the data using this unsupported workaround (or simply replace the slow disk with a fast SSD):

Can I relocate the whole "Data" folder (or only some subfolder) of my Wealth-Lab 6 from C: to a different drive or directory?

Re: query the stored optimzed parameters.

Not sure what these complications are all about but give the Particle Swarm Optimizer (by LenMoz) a try. It's the fastest optimizer:

Swarm Optimizer Addin
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Panache

#3
Is making better use of multiple cores to decrease the time it takes to run optimizations something that is possible? If so, I assume the best way to make that a priority for you guys is for everyone to call Fidelity about it.
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